【Wiley 应用概率与统计】 Developing, Validating and Using Internal Ratings

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Developing, Validating and Using Internal Ratings: Methodologies and Case Studies

Giacomo De Laurentis, Renato Maino, Luca Molteni



This book provides a thorough analysis of internal rating systems. Two case studies are devoted to building and validating statistical-based models for borrowers’ ratings, using SPSS-PASW and SAS statistical packages. Mainstream approaches to building and validating models for assigning counterpart ratings to small and medium enterprises are discussed, together with their implications on lending strategy.

Key Features:

• Presents an accessible framework for bank managers, students and quantitative analysts, combining strategic issues, management needs, regulatory requirements and statistical bases.

• Discusses available methodologies to build, validate and use internal rate models.

• Demonstrates how to use statistical packages for building statistical-based credit rating systems.

• Evaluates sources of model risks and strategic risks when using statistical-based rating systems in lending.

This book will prove to be of great value to bank managers, credit and loan officers, quantitative analysts and advanced students on credit risk management courses.

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【Springer 应用概率与统计】 Developing, Validating and Using Internal

LOOK IT THANK YOUUUUU

xinchuzu 发表于 2016-12-8 15:38
这次，你犯错误了。
springer是德国的，wiley似乎是另外一个数据库吧，两者无关联啊。从前的springer会议是 ...

多谢指正，已经修正过来

不错的好书。

haode              ggggggggggggg

谢谢分享